+271.6%
WMB vs CPNG
-76.1%
+347.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +7.8% | -6.8% | +14.6% | +8.2% |
| 30D | -5.1% | +5.5% | -10.6% | -5.5% |
| 3M | -4.7% | -6.8% | +2.0% | -4.5% |
| 6M | -7.4% | -4.8% | -2.6% | -7.6% |
| YTD | +17.5% | -35.6% | +53.1% | +20.1% |
| 1Y | +19.5% | -46.8% | +66.2% | +23.8% |
| 3Y | +121.3% | -0.8% | +122.1% | +118.3% |
| 5Y | +200.5% | -42.9% | +243.4% | +191.2% |
| All | +271.6% | -76.1% | +347.7% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling